Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52172.42 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48010.89 Kr¶

PnL: ---------------------------------------> -915.61 Kr¶

DD now: ---------------------------------> -1.784 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 14:07:38.836904'

Anic Portfolio¶

Today¶

Return: -0.275 %¶

This Week¶

Return: -0.275 %¶

Total portfolio value¶

Return including deposits: 70.799 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
Xvivo Perfusion 3 1.580000 870.000000 25.000000 2.960000 845.000001
SynAct Pharma 9 -1.200000 666.000000 21.000000 3.260000 645.000003
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Vitrolife 3 2.840000 694.800000 17.800000 2.630000 677.000001
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addtech B 3 1.450000 713.400000 13.400000 1.910000 699.999999
Embracer Group B 26 0.000000 674.050000 12.050000 1.820000 661.999988
Sdiptech B 3 0.430000 832.800000 10.800000 1.310000 822.000000
Indutrade 5 1.490000 1330.000000 10.000000 0.760000 1320.000000
Addnode Group B 6 1.600000 761.400000 9.400000 1.250000 751.999998
Nolato B 12 -0.180000 657.000000 9.000000 1.390000 648.000000
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Latour B 2 1.660000 453.400000 4.400000 0.980000 449.000000
BHG Group 49 -7.670000 643.370000 4.370000 0.680000 638.999984
Fortnox 10 3.370000 668.800000 0.800000 0.120000 668.000000
Svolder B 35 0.810000 2173.500000 0.000000 0.000000 2173.500000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
NCC B 7 -1.330000 649.950000 -4.050000 -0.620000 653.999997
Sampo Oyj SDB 1 -0.500000 499.500000 -5.500000 -1.090000 505.000000
Volati 5 -4.220000 568.000000 -6.000000 -1.050000 574.000000
Lime Technologies 2 -1.850000 583.000000 -10.000000 -1.690000 593.000000
SCA A 4 -0.410000 588.000000 -11.000000 -1.840000 599.000000
Investor B 3 0.190000 646.800000 -11.200000 -1.700000 657.999999
Sedana Medical 135 -2.560000 4317.300000 -13.700000 -0.320000 4330.999935
Humana 40 1.240000 651.200000 -22.800000 -3.380000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.050000 2484.720000 -52.280000 -2.060000 2537.000032
Lundin Gold 7 1.230000 921.200000 -52.800000 -5.420000 973.999999
Creades A 7 1.680000 550.900000 -60.100000 -9.840000 610.999998
Investor A 16 0.050000 3457.600000 -87.400000 -2.470000 3545.000000
New Wave B 40 -0.610000 3795.600000 -120.400000 -3.070000 3916.000000
Gaming Innovation Group 161 -0.200000 4033.050000 -154.950000 -3.700000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 48010.890000 -915.610000 -1.7845% 48926.499863

Updated:¶

'2023-06-13 14:07:56.956635'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶